"If you have 86% support, why do you kill someone like Boris?" Kasparov said, according to the Associated Press. "He maybe can reach two million people online at best. A demonstration brings out a hundred thousand people at most. So if you are so confident, why do that?"

Nemtsov served as a deputy prime minister and a regional governor in Russia in the 1990s, when he helped put free-market reforms in place. Ukraine's president believes Nemtsov was murdered because he had evidence that Russia armed forces in Ukraine.

And Kasparov believes his ally's death is a sign that Russia viewed him is a threat and believes public support is flagging. The former chess champion's quote referenced a poll this month showing Putin's approval rating at a staggering 86%, according to CNN. Kasparov is not the only one who thinks Putin is fabricating his high approval ratings.

"That figure is made up," Ben Judah, author of "Fragile Empire: How Russia Fell In and Out of Love with Vladimir Putin," told CNN.